How can I render Volume Scattering on all my layers?
You should use the render layers mask feature.  First divide up your solid objects between render layers however you would like.  Then, place your volume object on its own separate layer.  

With the volume layer active, select the squares that correspond to the solid object layers using the "Mask Layer" selector. 

 

Here is a sample result I put together.  Each cube is in its own render layer.



And this is what the volume layer looks like by itself.  You should combine the layers using the alpha over node.